From what you describe I think the word you are looking for is montage. This is a term borrowed from the movies, where it refers to a set of short sequences edited together to show an event.
The classic example is a 'training montage' where the previously hapless hero undergoes a lifetime's training in 30 seconds (usually to music) before emerging a master.
A photographic montage is similar - a sequence of separate shots, put together into one image to tell a story.
To make one in Photoshop, you just need to create a new image big enough to hold the number of shots in the sequence, open those shots, then drag and drop them into the new image. You might want to leave a border around each image so factor that in when you calculate the size of the image.